SC06.DE vs. DXSG.DE
SC06.DE (Invesco European Media Sector UCITS ETF) and DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) are both Communications Equities funds - SC06.DE tracks the STOXX® Europe 600 Optimised Media while DXSG.DE tracks the MSCI Europe Communication Services ESG Screened 20-35. Both are passively managed. Over the past 10 years, SC06.DE returned 4.46%/yr vs 1.87%/yr for DXSG.DE. At a 0.27 correlation, their price movements are largely independent. SC06.DE charges 0.20%/yr vs 0.17%/yr for DXSG.DE.
Performance
SC06.DE vs. DXSG.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC06.DE achieves a -5.54% return, which is significantly lower than DXSG.DE's 5.28% return. Over the past 10 years, SC06.DE has outperformed DXSG.DE with an annualized return of 4.46%, while DXSG.DE has yielded a comparatively lower 1.87% annualized return.
SC06.DE
- 1D
- 1.32%
- 1M
- 2.04%
- YTD
- -5.54%
- 6M
- -4.42%
- 1Y
- -17.09%
- 3Y*
- 4.36%
- 5Y*
- 4.82%
- 10Y*
- 4.46%
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.12%
- YTD
- 5.28%
- 6M
- 6.42%
- 1Y
- -9.16%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
SC06.DE vs. DXSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC06.DE Invesco European Media Sector UCITS ETF | -5.54% | -12.40% | 17.82% | 25.27% | -9.94% | 31.36% | -6.34% | 23.56% | -4.14% | -1.89% |
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.70% | 16.80% | -11.47% | 14.65% | -12.51% | 5.46% | -8.81% | 0.66% |
Correlation
The correlation between SC06.DE and DXSG.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2009 | 0.27 |
The correlation between SC06.DE and DXSG.DE shifts across timeframes, from 0.27 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SC06.DE vs. DXSG.DE — Risk / Return Rank
SC06.DE
DXSG.DE
SC06.DE vs. DXSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Media Sector UCITS ETF (SC06.DE) and Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SC06.DE | DXSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.92 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.48 | -0.07 |
| Martin ratioReturn relative to average drawdown | -1.04 | -0.91 | -0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SC06.DE | DXSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | -0.57 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.42 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.12 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.17 | +0.59 |
Drawdowns
SC06.DE vs. DXSG.DE - Drawdown Comparison
The maximum SC06.DE drawdown since its inception was -38.98%, smaller than the maximum DXSG.DE drawdown of -47.38%. Use the drawdown chart below to compare losses from any high point for SC06.DE and DXSG.DE.
Loading charts...
Drawdown Indicators
| SC06.DE | DXSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -47.38% | +8.40% |
Max Drawdown (1Y)Largest decline over 1 year | -30.58% | -16.98% | -13.60% |
Max Drawdown (3Y)Largest decline over 3 years | -36.62% | -17.28% | -19.34% |
Max Drawdown (5Y)Largest decline over 5 years | -36.62% | -20.23% | -16.39% |
Max Drawdown (10Y)Largest decline over 10 years | -38.98% | -37.33% | -1.65% |
Current DrawdownCurrent decline from peak | -24.67% | -9.16% | -15.51% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -19.89% | +10.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.14% | 8.89% | +7.25% |
Volatility
SC06.DE vs. DXSG.DE - Volatility Comparison
Invesco European Media Sector UCITS ETF (SC06.DE) and Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) have volatilities of 5.69% and 5.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SC06.DE | DXSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 5.43% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 15.63% | 12.35% | +3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.88% | 14.82% | +4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.79% | 13.73% | +7.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.41% | 15.88% | +10.53% |
SC06.DE vs. DXSG.DE - Expense Ratio Comparison
SC06.DE has a 0.20% expense ratio, which is higher than DXSG.DE's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SC06.DE vs. DXSG.DE - Dividend Comparison
Neither SC06.DE nor DXSG.DE has paid dividends to shareholders.
Frequently Asked Questions
SC06.DE and DXSG.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSG.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for SC06.DE.
SC06.DE tracks STOXX® Europe 600 Optimised Media, while DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for SC06.DE and 0.17% for DXSG.DE.
Find the right allocation for SC06.DE and DXSG.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer